Illustration advice ..?

https://forums.adobe.com/people/Derek+Cross  wrote If you’re going to use these two tools, I’d suggest you create a 50% grey layer above the image to use dodge and burn non-destructively.

Derek, out of interest, are you are photographer?  The non destructive approach to dodge and burn is useful for working on photographs, but not so good for illustration.  Dodge & Burn's ability to target tonal range gives you a different effect and control, but only when applied directly.  The example below shows, from left to right, the Burn tool set to Shadows, Midtones and Highlights, and then the Burn tool set to Shadows, Midtones and Highlights.  You could simulate this non destructively using blend modes, but only locally.   The advantage of  using D&B directly is that you target where the effect is strongest, and how much it affects saturation

I missed this trick for a long time before learning the truth of it from Bert Monroy's tutorials on how he made his Times Square, and Amsterdam Mist illustrations.  People tend to talk about the Times Square illustration when discussing Bert, but the later illustration  is so much better.  It's not until you zoom right into the image that it  starts to look less like a photograph, and even then it looks like a photograph that has had a Topaz or similar effect applied.   Amazing stuff, and all the more so for being explained in Bert's Lynda.com  tuts.

Well I should specify that I don't work in AI, but to my eye, vectors have more of a smooth look with a thicker and more uniform line. However, just because it looks like a vector to me doesn't mean it is one haha!

Your illustration looks good. For the shadow on his bag, you can make it more subtle by adjusting the transparency; however, having said that, the look you have can also be a good one depending on what you're going for. Also, FYI he appears to have two right feet. You can still duplicate and flip the right shoe you've already drawn, but there should be slight adjustments made to make it look like the left foot. You can do this by indicating the arch of the foot, which would show on the inward-facing foot.

Like this: